Parallelization of Markov chain generation and its application to the multicanonical method

We develop a simple algorithm to parallelize generation processes of Markov chains. In this algorithm, multiple Markov chains are generated in parallel and jointed together to make a longer Markov chain. The joints between the constituent Markov chains are processed using the detailed balance. We apply the parallelization algorithm to multicanonical calculations of the two-dimensional Ising model and demonstrate accurate estimation of multicanonical weights.Comment: 15 pages, 5 figures, uses elsart.cl

Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in spatially distributed, non-equilibrium physiochemical processes with complex chemistry and transport micro-mechanisms. The algorithms can be tailored to specific hierarchical parallel architectures such as multi-core processors or clusters of Graphical Processing Units (GPUs). The proposed parallel algorithms are controlled-error approximations of kinetic Monte Carlo algorithms, departing from the predominant paradigm of creating parallel KMC algorithms with exactly the same master equation as the serial one. Our methodology relies on a spatial decomposition of the Markov operator underlying the KMC algorithm into a hierarchy of operators corresponding to the processors' structure in the parallel architecture. Based on this operator decomposition, we formulate Fractional Step Approximation schemes by employing the Trotter Theorem and its random variants; these schemes, (a) determine the communication schedule} between processors, and (b) are run independently on each processor through a serial KMC simulation, called a kernel, on each fractional step time-window. Furthermore, the proposed mathematical framework allows us to rigorously justify the numerical and statistical consistency of the proposed algorithms, showing the convergence of our approximating schemes to the original serial KMC. The approach also provides a systematic evaluation of different processor communicating schedules.Comment: 34 pages, 9 figure

Multi-core computation of transfer matrices for strip lattices in the Potts model

The transfer-matrix technique is a convenient way for studying strip lattices in the Potts model since the compu- tational costs depend just on the periodic part of the lattice and not on the whole. However, even when the cost is reduced, the transfer-matrix technique is still an NP-hard problem since the time T(|V|, |E|) needed to compute the matrix grows ex- ponentially as a function of the graph width. In this work, we present a parallel transfer-matrix implementation that scales performance under multi-core architectures. The construction of the matrix is based on several repetitions of the deletion- contraction technique, allowing parallelism suitable to multi-core machines. Our experimental results show that the multi-core implementation achieves speedups of 3.7X with p = 4 processors and 5.7X with p = 8. The efficiency of the implementation lies between 60% and 95%, achieving the best balance of speedup and efficiency at p = 4 processors for actual multi-core architectures. The algorithm also takes advantage of the lattice symmetry, making the transfer matrix computation to run up to 2X faster than its non-symmetric counterpart and use up to a quarter of the original space

The lid method for exhaustive exploration of metastable states of complex systems

The `lid' algorithm performs an exhaustive exploration of neighborhoods of local energy minima of energy landscapes. This paper describes an implementation of the algorithm, including issues of parallel performance and scalability. To illustrate the versatility of the approach and to stress the common features present in landscapes of quite different systems, we present selected results for 1) a spin glass, 2) a ferromagnet, 3) a covalent network model for glassy systems, and 4) a polymer. The exponential nature of the local density of states found in these systems and its relation to the ordering transition is briefly commented upon.Comment: RevTeX, 11 pages, 1 figur